Oct 01, 2014
Nifty Vs OI
The Nifty futures open interest increased by 1.52% while
BankNifty futures open interest has decreased by 3.56%
as market closed at 7964.80 levels.
The Nifty October future closed at premium of 35.00
point against a premium of 34.35 points. The November
series closed at a premium of 81.60 points.
The Implied Volatility of at the money options has
increased from 12.13% to 12.36%.
Nifty PCR-OI has increased from 0.86 to 0.90 levels.
The total OI of the market is Rs. 1,74,978/- cr. and the
stock futures OI is Rs. 51,789/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are HDFCBANK, MCLEODRUSS,
GMRINFRA, ACC and SRTRANSFIN.
Yesterday NIFTY jumped above 8000 levels but in
second the half it corrected from those highs and
closed nearly flat. FIIs were net seller in cash market
segment of worth Rs. 485 crores. In Index Futures
they were net buyers with good amount of rise in
open interest indicating blend of both long & short
positions in last trading session.
In Index Options they bought significantly, they were
net buyer of worth Rs. 1539 crores with good amount
of rise in open interest indicating formation of long
positions in last trading session. PCR-OI has
increased due to open interest addition in put options
while implied volatility still remains more or less in
line. In put options 7700 & 7900 strike price added
reasonable amount of open interest, some buildup
was also witnessed in 7500 & 8000 put options. We
believe these additions of contracts in put options are
long positions formed by FIIs. On the other hand in
call options 8300 strike price added some buildup.
Maximum buildup in current series in call options still
remains at 8200 strike price and that of put options
has shifted to 7800 strike price.
Oct 01, 2014
FII Statistics for 30-Sept-2014
Turnover on 30-Sept-2014
Nifty Spot =7964.80
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Oct Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Oct 01, 2014
Did not trigger.
Research Team Tel: 022 - 39357800
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